+378.3%
DDOG vs F
+89.6%
+288.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -16.9% | -0.6% | -16.2% | -16.9% |
| 30D | -38.8% | +2.9% | -41.6% | -39.5% |
| 3M | -23.2% | -9.5% | -13.7% | -21.7% |
| 6M | -10.3% | +4.0% | -14.3% | -12.8% |
| YTD | +32.1% | -1.3% | +33.3% | +29.6% |
| 1Y | -6.1% | -1.9% | -4.1% | -7.6% |
| 3Y | +79.2% | +53.5% | +25.7% | +47.9% |
| 5Y | -8.6% | -15.1% | +6.5% | -15.5% |
| All | +378.3% | +89.6% | +288.8% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling